Fast exact leave-one-out cross-validation of least-squares Support Vector Machines.
Kamel SaadiGavin C. CawleyNicola L. C. TalbotPublished in: ESANN (2002)
Keyphrases
- leave one out cross validation
- least squares support vector machine
- ls svm
- variable selection
- support vector machine
- cross validation
- model selection
- generalization error
- input variables
- kernel learning
- kernel matrix
- hyperparameters
- feature selection
- feature subset
- generalization ability
- least squares
- high dimensional
- support vector
- multi class
- learning algorithm
- improved algorithm
- genetic algorithm ga
- support vector machine svm
- binary classification
- upper bound
- training set